+7.2%
TSLL vs AMIX
-99.9%
+107.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.9% | -9.9% | -11.8% |
| 7D | +1.9% | -13.7% | +15.6% | +2.2% |
| 30D | +17.8% | -62.1% | +79.8% | +19.9% |
| 3M | -37.0% | -46.2% | +9.2% | -38.3% |
| 6M | -37.7% | -46.4% | +8.8% | -39.2% |
| YTD | -51.4% | -60.3% | +8.9% | -51.8% |
| 1Y | -23.4% | -79.7% | +56.3% | -21.9% |
| All | +7.2% | -99.9% | +107.0% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AMIX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling